The CG-BFGS method for unconstrained optimization problems

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The CG-BFGS method for unconstrained optimization problems

In this paper we present a new search direction known as the CG-BFGS method, which uses the search direction of the conjugate gradient method approach in the quasi-Newton methods. The new algorithm is compared with the quasi-Newton methods in terms of the number of iterations and CPU-time. The Broyd...

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Bibliographic Details
Main Authors:	Ibrahim, Mohd Asrul Hery, Mamat, Mustafa, Leong, Wah June, Mohammad Sofi, Azfi Zaidi
Format:	Conference or Workshop Item
Language:	English
Published:	AIP Publishing LLC 2013
Online Access:	http://psasir.upm.edu.my/id/eprint/36856/ http://psasir.upm.edu.my/id/eprint/36856/1/The%20CG-BFGS%20method%20for%20unconstrained%20optimization%20problems.pdf

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